sEparaTe: Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures

It combines maximum likelihood estimation of the parameters of matrix and 3rd-order tensor normal distributions with unstructured factor variance-covariance matrices, two procedures, and unbiased modified likelihood ratio testing of simple and double separability for variance-covariance structures, two procedures.

Author
Ameur Manceur [aut], Timothy Schwinghamer [aut, cre], Pierre Dutilleul [aut, cph]
Date of publication
2016-07-27 23:21:43
Maintainer
Timothy Schwinghamer <schwinghamer@hotmail.com>
License
MIT + file LICENSE
Version
0.2.1

View on CRAN

Man pages

data2d
Two dimensional data set
data3d
Three dimensional data set
lrt2d_svc
Unbiased modified likelihood ratio test for simple...
lrt3d_svc
An unbiased modified likelihood ratio test for double...
mle2d_svc
Maximum likelihood estimation of the parameters of a matrix...
mle3d_svc
Maximum likelihood estimation of the parameters of a...
sEparaTe
MLE and LRT functions for separable variance-covariance...

Files in this package

sEparaTe
sEparaTe/NAMESPACE
sEparaTe/data
sEparaTe/data/data3d.RData
sEparaTe/data/data2d.RData
sEparaTe/R
sEparaTe/R/data2d.R
sEparaTe/R/data3d.R
sEparaTe/R/sEparaTe.R
sEparaTe/R/mle2d_svc.R
sEparaTe/R/lrt2d_svc.R
sEparaTe/R/lrt3d_svc.R
sEparaTe/R/mle3d_svc.R
sEparaTe/MD5
sEparaTe/DESCRIPTION
sEparaTe/man
sEparaTe/man/data3d.Rd
sEparaTe/man/lrt2d_svc.Rd
sEparaTe/man/sEparaTe.Rd
sEparaTe/man/data2d.Rd
sEparaTe/man/mle2d_svc.Rd
sEparaTe/man/lrt3d_svc.Rd
sEparaTe/man/mle3d_svc.Rd
sEparaTe/LICENSE